+40.6%
GLW vs SHW
+7.3%
+33.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.6% | -12.5% | -6.4% |
| 7D | -9.5% | +13.3% | -22.8% | -11.0% |
| 30D | -25.5% | +14.1% | -39.6% | -27.0% |
| 3M | -25.6% | +0.8% | -26.3% | -24.9% |
| 6M | -25.5% | +17.6% | -43.1% | -29.3% |
| YTD | +36.4% | +13.0% | +23.4% | +31.3% |
| 1Y | +40.6% | +7.0% | +33.6% | +38.1% |
| All | +40.6% | +7.3% | +33.3% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling